+26.6%
CF vs GGLL
+184.7%
-158.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.6% | +6.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | +2.2% | -36.3% | +38.5% | +1.4% |
| 3M | +2.1% | -42.7% | +44.8% | +1.2% |
| 6M | -6.5% | -53.1% | +46.5% | -7.5% |
| YTD | +55.6% | -32.1% | +87.6% | +54.2% |
| 1Y | +42.3% | -20.1% | +62.4% | +39.7% |
| 3Y | +55.7% | +151.7% | -96.0% | +37.5% |
| All | +26.6% | +184.7% | -158.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling